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BX vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BX vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Inc. (BX) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BX achieves a -18.67% return, which is significantly higher than IBIT's -27.41% return.


BX

1D
1.58%
1M
4.16%
YTD
-18.67%
6M
-17.07%
1Y
-6.72%
3Y*
14.11%
5Y*
8.83%
10Y*
22.59%

IBIT

1D
-0.03%
1M
-21.94%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BX vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
BX
Blackstone Inc.
-18.67%-7.84%45.51%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between BX and IBIT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.35

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Return for Risk

BX vs. IBIT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BX
BX Risk / Return Rank: 3232
Overall Rank
BX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BX Omega Ratio Rank: 2828
Omega Ratio Rank
BX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BX Martin Ratio Rank: 3636
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BX vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) and iShares Bitcoin Trust ETF (IBIT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BXIBITDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

0.98

0.85

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.22

-0.78

+0.57

Martin ratioReturn relative to average drawdown

-0.40

-1.37

+0.97

BX vs. IBIT - Sharpe Ratio Comparison

The current BX Sharpe Ratio is -0.28, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of BX and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BX vs. IBIT - Drawdown Comparison

The maximum BX drawdown since its inception was -88.09%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for BX and IBIT.


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Drawdown Indicators


BXIBITDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-52.11%

-35.98%

Max Drawdown (1Y)

Largest decline over 1 year

-44.76%

-52.11%

+7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-46.50%

Max Drawdown (5Y)

Largest decline over 5 years

-49.29%

Max Drawdown (10Y)

Largest decline over 10 years

-49.29%

Current Drawdown

Current decline from peak

-35.07%

-49.45%

+14.38%

Average Drawdown

Average peak-to-trough decline

-26.39%

-16.53%

-9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.20%

29.64%

-5.44%

Volatility

BX vs. IBIT - Volatility Comparison

Blackstone Inc. (BX) and iShares Bitcoin Trust ETF (IBIT) have volatilities of 12.67% and 12.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BXIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.67%

12.07%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

28.51%

34.45%

-5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

34.98%

44.10%

-9.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.41%

50.26%

-10.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.79%

50.26%

-14.47%

Dividends

BX vs. IBIT - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 4.05%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BX
Blackstone Inc.
4.05%3.04%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%6.14%11.76%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BX and IBIT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BX has higher volatility (12.67%) compared to IBIT (12.07%). In terms of maximum drawdown, BX dropped -88.09% vs IBIT's -52.11%.

BX currently has the higher Sharpe Ratio (-0.28 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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